Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V (Q5301987)
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scientific article; zbMATH DE number 5494673
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| English | Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V |
scientific article; zbMATH DE number 5494673 |
Statements
Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V (English)
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20 January 2009
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penalization
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Bessel process
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local time
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0.785408616065979
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0.7781052589416504
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0.7672212719917297
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0.766426146030426
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